The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2015), pp. 37-41

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An AR(1) model is considered in the scheme of data contamination by independent additive outliers. It is proved that the sign estimation of the parameter of the model is uniformly consistent with respect to the distribution of outliers.
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     author = {G. N. Chmutin},
     title = {The uniform consistency of sign estimate for the parameter of an {AR(1)-model} for observations with outliers},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {37--41},
     publisher = {mathdoc},
     number = {5},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2015_5_a6/}
}
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G. N. Chmutin. The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2015), pp. 37-41. http://geodesic.mathdoc.fr/item/VMUMM_2015_5_a6/